Quick help post to rule out some simple issues before we are spammed with "It doesn't work" posts.
You should always download the newest drivers for your Graphics Card. To find out what graphics card you have in your system is fairly simple.
On Windows you should Right click your Desktop, select Properties, a window should open with several Tabs across the top, the far right tab should be called "Settings". Click that Tab and then below the picture of a monitor it should say your Monitor name and a Graphics Adaptor. This will look something like "Plug and Play Monitor on nVidia 9800GT"
You should then go to the relevant site to look for your Drivers, these sites are listed at the bottom of the post. To install the drivers just double click the file that is downloaded, follow on screen prompts and then reboot your system as directed.
http://downloadcenter.intel.com/ <-- Intel cards
http://www.nvidia.com/page/drivers.html <-- nVidia cards
http://www.amd.com/us/products/Pages/graphics.aspx <-- ATi/AMD Cards
http://www.laptopvideo2go.com/ <-- Some users of Proprietary (Dell, HP, etc.) Laptop nVidia cards may find this link useful
